
for all probability measures \(\rho \ll \mu \)  and measurable function \(h\) .
This result follows [1]} and [2]}.
In our setting with the dependent property, the idea is to apply the inequality by [3]} for dependent matrices and obtain
\(\mathbb {E} \left[ \exp \left( \lambda h(\mathbf {M})- \lambda \mathbb {E}[h(\mathbf {M})] \right) \right]\le \exp \left(\frac{\lambda ^2 L^2 \sum _{\ell =1}^n \left( 2\kappa + \Gamma _{\ell ,n} \right)^2 }{8 n^2}\right).\) 
